Extreme value distributions: theory and applications

✍ Scribed by Samuel Kotz, Saralees Nadarajah

• Book ID: 127455865
• Publisher: Imperial College Press; Distributed by World Scientific
• Year: 2000
• Tongue: English
• Weight: 1 MB
• Edition: 1st
• Category: Library
• City: London :, River Edge, NJ
• ISBN: 1860944027

✦ Synopsis

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions - one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field.

✦ Subjects

Теория вероятностей